+74.3%
DOCN vs RRX
+36.7%
+37.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.5% | +8.1% | +8.7% |
| 7D | +3.7% | +5.4% | -1.7% | +1.1% |
| 30D | -33.7% | +12.0% | -45.7% | -37.4% |
| 3M | -27.9% | +6.1% | -34.0% | -30.0% |
| 6M | -46.4% | -13.2% | -33.2% | -42.8% |
| YTD | +81.1% | +31.0% | +50.1% | +66.7% |
| 1Y | +74.3% | +38.8% | +35.5% | +59.2% |
| All | +74.3% | +36.7% | +37.6% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling